Pages that link to "Item:Q835684"

The following pages link to Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684):

Displaying 31 items.

• Diversification limit of quantiles under dependence uncertainty (Q291398) (← links)
• Bernoulli and tail-dependence compatibility (Q303963) (← links)
• Tail risk of multivariate regular variation (Q429988) (← links)
• Asymptotics for risk capital allocations based on conditional tail expectation (Q654806) (← links)
• Characterization of multivariate heavy-tailed distribution families via copula (Q765839) (← links)
• On the worst and least possible asymptotic dependence (Q901291) (← links)
• High level quantile approximations of sums of risks (Q906345) (← links)
• Tails of multivariate Archimedean copulas (Q1021851) (← links)
• Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
• Asymptotic tail probabilities of sums of dependent subexponential random variables (Q1047152) (← links)
• Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
• Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
• Asymptotic risk decomposition for regularly varying distributions with tail dependence (Q2141226) (← links)
• \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
• On tail dependence matrices. The realization problem for parametric families (Q2191424) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Max-sum equivalence of conditionally dependent random variables (Q2444377) (← links)
• Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time (Q2453866) (← links)
• Second order risk aggregation with the Bernstein copula (Q2513630) (← links)
• Tail behavior of the sums of dependent and heavy-tailed random variables (Q2513787) (← links)
• Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394) (← links)
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed (Q2518545) (← links)
• Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
• On beta-product convolutions (Q2868597) (← links)
• On finite-time ruin probabilities with reinsurance cycles influenced by large claims (Q2868604) (← links)
• Risk Measures and Multivariate Extensions of Breiman's Theorem (Q2897148) (← links)
• Minimum of Dependent Random Variables with Convolution-Equivalent Distributions (Q3100647) (← links)
• Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model (Q5078418) (← links)
• On additivity of tail comonotonic risks (Q5242233) (← links)
• Sums of Dependent Nonnegative Random Variables with Subexponential Tails (Q5459910) (← links)
• Tail behavior of sums and differences of log-normal random variables (Q5963508) (← links)